Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional

DOI10.1214/AOMS/1177693161MaRDI QIDQ5649340zbMATH OpenOpenAlexFDO

Authors Christopher A. Sims

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693161

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited in

(9)

• Explicitly infinite-dimensional Bayesian analysis of production technologies
• How common is identification in parametric models?
• The problem of identification in finite parameter continuous time models
• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• A theory of robust long-run variance estimation
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing
• TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
• Structural VAR models in the frequency domain
• Consistency and asymptotic normality of sieve ML estimators under low-level conditions

This page was built for publication: Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5649340)